| Trading Metrics calculated at close of trading on 04-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
4,728.0 |
4,763.0 |
35.0 |
0.7% |
4,672.0 |
| High |
4,751.0 |
4,765.0 |
14.0 |
0.3% |
4,718.0 |
| Low |
4,714.0 |
4,725.0 |
11.0 |
0.2% |
4,573.0 |
| Close |
4,750.0 |
4,747.0 |
-3.0 |
-0.1% |
4,603.0 |
| Range |
37.0 |
40.0 |
3.0 |
8.1% |
145.0 |
| ATR |
66.9 |
65.0 |
-1.9 |
-2.9% |
0.0 |
| Volume |
28,469 |
27,484 |
-985 |
-3.5% |
149,584 |
|
| Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,865.7 |
4,846.3 |
4,769.0 |
|
| R3 |
4,825.7 |
4,806.3 |
4,758.0 |
|
| R2 |
4,785.7 |
4,785.7 |
4,754.3 |
|
| R1 |
4,766.3 |
4,766.3 |
4,750.7 |
4,756.0 |
| PP |
4,745.7 |
4,745.7 |
4,745.7 |
4,740.5 |
| S1 |
4,726.3 |
4,726.3 |
4,743.3 |
4,716.0 |
| S2 |
4,705.7 |
4,705.7 |
4,739.7 |
|
| S3 |
4,665.7 |
4,686.3 |
4,736.0 |
|
| S4 |
4,625.7 |
4,646.3 |
4,725.0 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,066.3 |
4,979.7 |
4,682.8 |
|
| R3 |
4,921.3 |
4,834.7 |
4,642.9 |
|
| R2 |
4,776.3 |
4,776.3 |
4,629.6 |
|
| R1 |
4,689.7 |
4,689.7 |
4,616.3 |
4,660.5 |
| PP |
4,631.3 |
4,631.3 |
4,631.3 |
4,616.8 |
| S1 |
4,544.7 |
4,544.7 |
4,589.7 |
4,515.5 |
| S2 |
4,486.3 |
4,486.3 |
4,576.4 |
|
| S3 |
4,341.3 |
4,399.7 |
4,563.1 |
|
| S4 |
4,196.3 |
4,254.7 |
4,523.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,765.0 |
4,580.0 |
185.0 |
3.9% |
44.4 |
0.9% |
90% |
True |
False |
27,388 |
| 10 |
4,765.0 |
4,573.0 |
192.0 |
4.0% |
51.3 |
1.1% |
91% |
True |
False |
29,167 |
| 20 |
4,765.0 |
4,428.0 |
337.0 |
7.1% |
51.4 |
1.1% |
95% |
True |
False |
27,839 |
| 40 |
4,946.0 |
4,428.0 |
518.0 |
10.9% |
50.3 |
1.1% |
62% |
False |
False |
28,126 |
| 60 |
4,946.0 |
4,428.0 |
518.0 |
10.9% |
50.3 |
1.1% |
62% |
False |
False |
26,106 |
| 80 |
4,946.0 |
4,428.0 |
518.0 |
10.9% |
42.6 |
0.9% |
62% |
False |
False |
19,599 |
| 100 |
4,946.0 |
4,428.0 |
518.0 |
10.9% |
37.1 |
0.8% |
62% |
False |
False |
15,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,935.0 |
|
2.618 |
4,869.7 |
|
1.618 |
4,829.7 |
|
1.000 |
4,805.0 |
|
0.618 |
4,789.7 |
|
HIGH |
4,765.0 |
|
0.618 |
4,749.7 |
|
0.500 |
4,745.0 |
|
0.382 |
4,740.3 |
|
LOW |
4,725.0 |
|
0.618 |
4,700.3 |
|
1.000 |
4,685.0 |
|
1.618 |
4,660.3 |
|
2.618 |
4,620.3 |
|
4.250 |
4,555.0 |
|
|
| Fisher Pivots for day following 04-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4,746.3 |
4,739.0 |
| PP |
4,745.7 |
4,731.0 |
| S1 |
4,745.0 |
4,723.0 |
|